CME Unleashes Real-Time Options Analytics to Meet Booming Retail Demand

Описание: Exchange launches comprehensive Greeks and volatility data service via REST API as trading sophistication rises across asset classes
ELMHURST, IL (JLN) ― October 10. 2025 ― CME Group has launched a comprehensive options analytics service delivering real-time theoretical prices, Greeks, and volatility metrics across its 40 most liquid instruments, responding to surging demand from increasingly sophisticated retail traders and institutional clients seeking streamlined risk management tools.
The new offering, accessible through a REST API in JSON format, provides five-minute snapshots of critical options data, including delta, gamma, theta, vega, rho, and implied volatility calculations spanning all major asset classes. The service represents CME's strategic response to what Trey Berre, managing director and global head of data services, described as a fundamental shift in market dynamics.
"We believe that we differentiate ourselves, John, because we are the golden source for data, especially as it relates to our options markets," Berre explained in a recent interview. The platform "offers options analytics across our 40 top instruments, five-minute increments, where we deliver theoretical prices, Greeks, and moneyness, which is the relationship between options' strike price and the underlying asset's current price."
The development stems from years of feedback from market participants, particularly brokers in Korea and across the Americas, highlighting the need for deeper insights into CME's complex options markets. "CME Group has delivered options analytics via its CME Direct platform for many years, primarily focused on institutional traders," Berre noted. "In recent years, however, demand has grown in the retail space as CME's retail clients have become more sophisticated and increasingly trade options across asset classes."
This sophistication is reflected in CME's explosive retail growth. The exchange added 83,000 new clients in the first quarter of 2025, representing a 44% increase over the same period in 2024. The company now collaborates with over 130 retail brokers globally. It has expanded its retail trader base to more than 500,000, up from approximately 150,000 five years ago, according to a CME Group investor presentation in September.
"Because delivering analytics only via CME Direct was limiting, CME developed an API delivery mechanism to replicate CME Direct's options analytics value and deliver it via an API," Berre explained. The timing aligns with record-breaking options activity, with contracts reaching 5.5 million in average daily volume during 2024, rising to 5.6 million in the first half of 2025.
The REST API delivery mechanism represents a significant technological advancement over traditional data feeds. "As a golden source from CME Group and delivered in JSON over REST, the offering reduces complexity and cost versus traditional feeds—no specialized feed handlers required, less developer overhead to ingest," Berre emphasized.
The service targets "smaller prop firms, hedge funds, asset managers, and data vendors who can distribute analytics to their clients," while acknowledging that "many latency-sensitive institutional firms (props, market makers) already run their own analytics so (that) a five-minute cadence may be less relevant for them."
CME has engineered the platform to mirror its "standard REST APIs and WebSocket models, so experienced API users should find integration straightforward." The exchange provides "a repository of implementation materials to help clients ingest the data correctly" alongside product-side experts within Data Services to assist with integration challenges.
Beyond real-time analytics, the service integrates with CME's DataMine platform, which houses more than 750 terabytes of historical market data dating back to the 1970s. "A full history is offered via CME Group's DataMine platform, the central catalog for historical and intraday data. It's cloud-based, enabling seamless access," Berre confirmed.





QUESTIONS
What kind of feedback or demand from market participants spurred the development?
How are these analytics expected to impact risk management practices and trading strategies?
How does CME Group ensure the accuracy and timeliness of its calculations?
Is there historical data included?
What support or tools does CME Group provide for the API access?
Will the CME Group be expanding or updating this analytics suite?

00:00:00 - Introduction to CME Group's New Offering
00:00:22 - Availability of Historical Data
00:00:52 - Feedback and Demand from Market Participants
00:02:34 - Impact on Risk Management Practices and Trading Strategies
00:04:09 - Ensuring Accuracy and Timeliness of Calculations
00:05:49 - Support and Tools for API Access
00:06:45 - Future Expansion and Updates of the Analytics Suite